Take a Pally.
Rolling Ret for earlier levels will keep agro on you via damage, and with your ability to heal and the Lock's fear ability you'll be able to handle even the most insane fights.
Then when you're ready to switch over to Prot (can be done at 20, I suggest waiting to 35ish) you're actually gonna WANT the most insane of fights. You'll be able to keep agro on large groups while she either DoTs them up or Rain of Fires them.
For PVE you're taunt works perfectly for this AE Combo style, as you taunt all monsters currently agroing a player (so if she pulls whole AE group you can just pull them all back), but fact of the matter is you'll both be doing about the same damage output - which is ridiculously high.
For PVP and difficult PVE targets, the Paladin will take ages to kill (even by High elites, ect) and has the ability to protect the Warlock many times over, where the Lock has fear, Succubus, and the damage output required to take the targets down.
In the later stages of the game, it will be easier for you to go Holy, allowing for either Fear Dotting or (in this case what may be better) just straight multi-dotting allowing the Lock to tank and the Pally to heal for ridiculous kills per second. In instances as some people have said before, you being a healer will make people more prone to inviting the both of you to the group, and with the neverending Mana of a Holy pally mixed with Life tap... lets just say the Warlock will be worth the group spot.